+295.0%
PCAR vs HAS
+106.0%
+188.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.9% |
| 7D | +2.2% | +2.0% | +0.2% | +1.6% |
| 30D | +0.3% | +30.9% | -30.6% | -7.5% |
| 3M | -17.9% | +28.8% | -46.7% | -24.0% |
| 6M | -3.4% | +32.3% | -35.7% | -11.6% |
| YTD | -0.1% | +54.7% | -54.8% | -13.0% |
| 1Y | +13.4% | +63.2% | -49.8% | -2.8% |
| 3Y | +37.2% | +220.7% | -183.5% | -4.7% |
| 5Y | +117.3% | +53.3% | +64.0% | +82.9% |
| 10Y | +295.0% | +104.2% | +190.7% | +190.6% |
| All | +295.0% | +106.0% | +188.9% | +190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling